Lead Business Analyst – Risk Technology at Citi

Citi is the world leading global bank with approximately 200 million customer accounts across 160+ countries. We provide consumers, corporations, governments and institutions with a broad range of financial products and services, including banking, investment banking, securities brokerage, transaction services and wealth management.

The Derivatives Credit Risk Technology Team is responsible for delivering Counterparty Credit Risk Management software solutions to our Risk organization, which manages Citi’s exposure to financial institutions, governments and corporates that trade with Citi. The team builds and maintains software used to compute metrics that help mitigate counterparty default risk.

Responsibilities

• Liaise with stakeholders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators to assemble business requirements.
• Manage expectations of various stakeholder groups and negotiate solutions to complex problems.
• Project manage complex Counterparty Credit Risk projects end-to-end, maintaining program/project tracking data such as milestones.
• Help assemble and manage detailed documentation covering Counterparty Risk calculations and processing for technology implementation discussions.
• Facilitate and drive project meetings with both business and technology teams.
• Develop and review test scripts with business users and technology teams for system, user and impact testing.
• Understand, analyze, and explain counterparty mark-to-future exposures on derivatives books to users, including EPE/EAD/RWA and related calculations for internal risk management and Basel regulatory capital reporting.
• Trace changes in day-to-day exposures to changes in markets, books and/or legal agreements and, where feasible, develop Excel prototypes to demonstrate and analyze risk calculations.

Qualifications

• Minimum 7 years of experience in Business Analysis and Project Management in Capital Markets.
• Knowledge of SDLC and software quality issues.
• Excellent understanding of derivatives products (Options, Futures, Forwards, Swaps) and Securities Financing Transactions.
• Strong knowledge of Counterparty Credit Risk concepts including PFE, Margin (ISDA MNA, CSA), Collateral Haircut, Liquidity, Basel III/IV regulations.
• Extensive project management experience, including coordination across remote global teams.
• Data analysis capabilities with extensive Excel experience.
• Graduate in STEM, Finance or related disciplines.
• FRM/CFA or other financial mathematics certification is an advantage.

Benefits

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution
• Employee Assistance Program
• Paid Parental Leave Program
• Sport Card and team recreation activities
• Holidays Allowance
• Special offers and discounts for employees
• Access to learning and development resources
• A discretionary annual performance-related bonus
• Opportunity to contribute to affinity networks and charity initiatives

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, please contact us.

Citi is an equal opportunity employer. Qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, or any other characteristic protected by law.

Location: Warsaw, Mazowieckie, Poland.